I found a better way:
just add a movav parameter when you use the ATR indicator like this:
bt.indicators.AverageTrueRange(self.data0, period=20, movav=MovAv.Simple)
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G
Latest posts made by gaojb
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RE: ATR difference with Metatrader? + original welles wilder versionposted in Indicators/Strategies/Analyzers
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RE: ATR difference with Metatrader? + original welles wilder versionposted in Indicators/Strategies/Analyzers
If you want to use simple moving average for ATR, you can simply use the MovAv.Simple instead of MovAv.Smoothed in the original indicator's params.